+962.2%
MO vs VEA
+167.0%
+795.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +3.6% | +0.4% | +3.1% | +3.3% |
| 3M | -3.7% | +4.8% | -8.5% | -6.1% |
| 6M | +4.5% | +11.3% | -6.7% | -1.2% |
| YTD | +21.5% | +17.4% | +4.1% | +12.0% |
| 1Y | +9.5% | +26.2% | -16.7% | -2.4% |
| 3Y | +93.6% | +77.7% | +15.8% | +46.2% |
| 5Y | +97.5% | +60.9% | +36.6% | +54.4% |
| 10Y | +111.2% | +163.6% | -52.4% | +31.6% |
| All | +962.2% | +167.0% | +795.3% | +519.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling